Tommy, the "Print Thread" option, next to the "Favorites" link, doesn't send to your printer, it dynamically generates a new page, and opens a new window.
You should be able to save an HTML page from there.
The only downside, you get the WHOLE thing.
<font color=red>**Edit: Ah, you can print an individual post, by clicking on the printer icon, at the bottom of the post.**</font color=red>